+833.7%
KO vs CCJ
+1,578.1%
-744.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.8% | +4.2% | -5.0% | -1.1% |
| 30D | +0.8% | +3.2% | -2.4% | +0.5% |
| 3M | +8.3% | -1.8% | +10.1% | +8.2% |
| 6M | +14.0% | -13.5% | +27.6% | +14.6% |
| YTD | +26.9% | +9.7% | +17.2% | +24.9% |
| 1Y | +32.7% | +30.0% | +2.7% | +28.2% |
| 3Y | +63.9% | +172.6% | -108.7% | +46.2% |
| 5Y | +81.7% | +342.9% | -261.2% | +51.8% |
| 10Y | +183.0% | +1,099.7% | -916.7% | +106.0% |
| All | +833.7% | +1,578.1% | -744.4% | +620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling